Pages that link to "Item:Q1383185"
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The following pages link to Optimal stopping and maximal inequalities for linear diffusions (Q1383185):
Displaying 11 items.
- Optimal stopping for absolute maximum of homogeneous diffusion (Q255762) (← links)
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- Degeneracy condition for the optimal moment in the optimal stopping problem for a new functional of a symmetric random walk and its maximum (Q891133) (← links)
- Optimal stopping of the maximum process: The maximality principle (Q1307457) (← links)
- Optimal variance stopping with linear diffusions (Q1986029) (← links)
- Optimal stopping of the maximum process (Q2923438) (← links)
- Optimal Multiple Stopping of Linear Diffusions (Q3168975) (← links)
- L p Inequalities for Stopping Times of Diffusions (Q3730742) (← links)
- Optimal stopping and maximal inequalities for geometric Brownian motion (Q4248122) (← links)
- Optimal Stopping in the <i>L</i> log <i>L</i> -Inequality of Hardy and Littlewood (Q4354262) (← links)
- (Q4680643) (← links)